Details about Andrzej Kocięcki

Access statistics for papers by Andrzej Kocięcki.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pko417

Working Papers

2024

1. Flexible prior beliefs on impulse responses in Bayesian vector autoregressive models
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2023

2. A solution to the global identification problem in DSGE models
   KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis
   Also in Working Papers, Faculty of Economic Sciences, University of Warsaw (2022)
   See also Journal Article A solution to the global identification problem in DSGE models, Journal of Econometrics, Elsevier (2023) (2023)
3. Monetary policy transmission mechanism in Poland What do we know in 2023?
   NBP Working Papers, Narodowy Bank Polski View citations (1)

2022

4. Subjective Expectations and Uncertainty
   NBP Working Papers, Narodowy Bank Polski
   Also in Working Papers, Faculty of Economic Sciences, University of Warsaw (2022)

2020

5. Monetary policy transmission mechanism in Poland What do we know in 2019?
   NBP Working Papers, Narodowy Bank Polski View citations (3)

2018

6. Monetary transmission mechanism in Poland. What do we know in 2017?
   NBP Working Papers, Narodowy Bank Polski View citations (7)

2017

7. Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions
   MPRA Paper, University Library of Munich, Germany

2016

8. Monetary policy transmission mechanism in Poland.What do we know in 2015?
   NBP Working Papers, Narodowy Bank Polski View citations (9)

2013

9. Bayesian Approach and Identification
   MPRA Paper, University Library of Munich, Germany View citations (1)
10. Further Results on Identification of Structural VAR Models
    MPRA Paper, University Library of Munich, Germany
11. Global identification of linearized DSGE models
    NBP Working Papers, Narodowy Bank Polski View citations (10)
    See also Journal Article Global identification of linearized DSGE models, Quantitative Economics, Econometric Society (2018) View citations (10) (2018)
12. Towards Understanding the Normalization in Structural VAR Models
    MPRA Paper, University Library of Munich, Germany

2012

13. Bayesian analysis of recursive SVAR models with overidentifying restrictions
    Working Paper Series, European Central Bank View citations (6)
14. Orbital Priors for Time-Series Models
    MPRA Paper, University Library of Munich, Germany

2011

15. Algebraic Theory of Indentification in Parametric Models
    NBP Working Papers, Narodowy Bank Polski
    Also in MPRA Paper, University Library of Munich, Germany (2010)
16. Predictivistic Bayesian Forecasting System
    NBP Working Papers, Narodowy Bank Polski View citations (1)
17. Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference
    MPRA Paper, University Library of Munich, Germany

2003

18. On Priors for Impulse Responses in Bayesian Structural VAR Models
    Econometrics, University Library of Munich, Germany

Journal Articles

2023

1. A solution to the global identification problem in DSGE models
   Journal of Econometrics, 2023, 236, (2)
   See also Working Paper A solution to the global identification problem in DSGE models, KAE Working Papers (2023) (2023)

2018

2. Global identification of linearized DSGE models
   Quantitative Economics, 2018, 9, (3), 1243-1263 View citations (10)
   See also Working Paper Global identification of linearized DSGE models, NBP Working Papers (2013) View citations (10) (2013)

2015

3. Bayesian forecasting of real exchange rates with a Dornbusch prior
   Economic Modelling, 2015, 46, (C), 53-60 View citations (7)

2012

4. A Bayesian method of combining judgmental and model-based density forecasts
   Economic Modelling, 2012, 29, (4), 1349-1355 View citations (6)

2010

5. A Prior for Impulse Responses in Bayesian Structural VAR Models
   Journal of Business & Economic Statistics, 2010, 28, (1), 115-127 View citations (5)